-67.1%
SE vs MRSH
+18.2%
-85.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -5.2% | -4.8% | -0.5% | -1.8% |
| 30D | -17.1% | -6.3% | -10.7% | -13.1% |
| 3M | +24.0% | +5.8% | +18.2% | +17.8% |
| 6M | +21.0% | +2.8% | +18.2% | +16.3% |
| YTD | -16.7% | -3.1% | -13.6% | -16.6% |
| 1Y | -45.9% | -11.3% | -34.7% | -41.9% |
| 3Y | +177.8% | -5.0% | +182.8% | +161.0% |
| All | -67.1% | +18.2% | -85.3% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling